Matrix Inversion
Learn how to invert a matrix using R, Rcpp, Armadillo, and Eigen.
Inverse definition
An square matrix is called invertible (also nonsingular or nondegenerate) if there exists an square matrix such that:
-
Here, denotes the
where we use ordinary matrix multiplication.identity matrix a diagonal matrix where each element in the diagonal is equal to one. -
If the matrix is invertible, then the matrix is uniquely determined by and is called the inverse of , denoted by .
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